+50.6%
HAS vs PTC
+62.5%
-11.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +3.3% | +1.3% | +2.0% | +3.0% |
| 30D | +30.5% | +1.1% | +29.5% | +30.2% |
| 3M | +29.9% | +30.1% | -0.3% | +20.3% |
| 6M | +26.5% | +34.0% | -7.5% | +15.5% |
| YTD | +51.9% | +12.8% | +39.1% | +46.2% |
| 1Y | +60.9% | +10.7% | +50.2% | +55.7% |
| 3Y | +215.0% | +29.6% | +185.3% | +178.5% |
| All | +50.6% | +62.5% | -11.9% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling